Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -467323.69 | 43277.442 | -510601.132 | 2487068.1241 | -1439878.6146 | 3926946.7387 |
Total P&L (%) | -467.3237 | 43.2774 | -510.6011 | 2487.0681 | -1439.8786 | 3926.9467 |
Avg Daily Profit (%) | -0.1928 | 0.0179 | -0.2107 | 0.1343 | 0 | 0.1526 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -707974 | -81471 | -736131 | -1843578 | -2368541 | -496739 |
Profit Factor | 0.5637 | 1.1693 | 0.3737 | 1.4417 | 0.6756 | 4.2941 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 46 | 21 | 25 | 40 | 17 | 23 |
Losing Trades | 14 | 9 | 5 | 20 | 13 | 7 |
Profitability (%) | 76.6667 | 70 | 83.3333 | 66.6667 | 56.6667 | 76.6667 |
Ratio Avg Win / Avg Loss | 0.1715 | 0.5011 | 0.0747 | 0.7209 | 0.5166 | 1.3069 |
Largest Winning Trade | 38493 | 38493 | 27602 | 1394803 | 472030 | 1394803 |
Largest Losing Trade | -559944 | -62075 | -559944 | -1006147 | -1006147 | -496739 |
Avg Bars in Trades | 75 | 91 | 60 | 75 | 91 | 60 |
Avg Bars in Winners | 35 | 38 | 33 | 45 | 40 | 50 |
Avg Bars in Losers | 208 | 215 | 195 | 136 | 159 | 93 |
Bars Traded | 4558 | 2750 | 1808 | 4558 | 2750 | 1808 |
Profit Streak | 58.4002 | 58.4002 | 268.4002 | 58.4002 | 58.4002 | 268.4002 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -749305 | -203398 | -575195 | -183833 | -578982 | 670513 |
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{ "first_band": { "type": "dcm", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 213, "offset": 0 } } }
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{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4847, "evaluation_days": 2423.5, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1559692800000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759916174803, "expiration_time": 1766163312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 213, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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